In the annals of prisoner of war videos, this seems to be a first. A slightly befuddled Belgian Malinois appears on a tight leash, surrounded by heavily armed, bearded men boasting of their battlefield loot.

Donning a black protective vest, the dog wags its tail at certain points and appears more confused than terrified as its captors showcase specialised rifles and a global positioning device with a blinking light they say came attached to the dog.

"Allah gave victory to the mujahideen," one of the fighters exclaims. "Down with them, down with their spies."

A link to the video was posted this week on the Twitter account of a user who often disseminates Taliban propaganda. A Taliban spokesman, Zabiullah Mujahid, said the dog was captured after a lengthy firefight between US forces and Taliban fighters in the Alin Nigar district of Afghanistan's Laghman province in late December.

"The mujahedeen valorously put tough resistance against the troops for hours," he said in a phone interview Thursday. The dog, he said, carried the rank of colonel and was outfitted with sophisticated electronic devices.

"The dog was of high significance to the Americans," he said.

Lieutenant Colonel Will Griffin, a spokesman for the international military coalition in Afghanistan, confirmed on Thursday in an email that the force lost a military working dog during an operation in December. He did not provide further details.

Lieutenant Colonel Todd Breasseale, a Pentagon spokesman, said officials could think of no prior instance in which a military working dog had been taken captive.

Also featured in the video are two M4 assault rifles outfitted with scopes that are commonly used by US Special Forces in Afghanistan.

The video caught the attention of analysts at SITE Intelligence Group, which tracks and studies insurgent propaganda. The group's founder, Rita Katz, said she could not recall anything like it.

"I don't remember seeing a dog used as a hostage," she said after checking her database. The only time canines were featured in insurgent propaganda, Katz said, was in Iraq, when insurgents once proposed using the mutts as unsuspecting suicide bombers.

US Special Operations troops often use Belgian Malinois, a breed favoured for its light weight, agility and endurance. They are trained to parachute and rappel with their handlers. Some dogs are trained to sniff out explosives; others learn how to find narcotics. In Afghanistan, canines are often used to search compounds that might be rigged with explosives before humans move in.

"Maybe the dog was released to attack or search off-leash and the dog never returned," said Kevin Dredden, a former Air Force military dog handler and Afghanistan veteran who now works as a program manager at AMK9, a firm that trains dogs that go on to work with law enforcement and military units. "Maybe it was unsafe for them to go back and find him."

One thing is certain, according to Dredden.

"I know for sure the handler is devastated," he said, noting the tight bonds handlers and military dogs forge.

Dogs are given ranks that make them senior to their handlers, a practice designed to ensure the human treats the animals with deference. They have a rank patch on their body armour.

When President Barack Obama visited Fort Campbell to personally thank the elite troops who found and killed Osama bin Laden in Pakistan in 2011, the name of only one of the special operators was disclosed: Cairo, the elite team's Belgian Malinois.